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- URN zum Zitieren dieses Dokuments:
- urn:nbn:de:bvb:355-epub-532787
- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.53278
Zusammenfassung
Machine learning has increasingly found its way into the credit risk literature. When applied to forecasting credit risk parameters, the approaches have been found to outperform standard statistical models. The quantification of prediction uncertainty is typically not analyzed in the machine learning credit risk setting. However, this is vital to the interests of risk managers and regulators ...
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